+136.0%
XLC vs AGI
+431.6%
-295.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.5% | +1.1% |
| 7D | +3.7% | -10.1% | +13.8% | +4.4% |
| 30D | -1.9% | -6.5% | +4.6% | -1.6% |
| 3M | -3.1% | -12.8% | +9.7% | -2.4% |
| 6M | -6.4% | -34.3% | +27.9% | -4.2% |
| YTD | -6.8% | -25.6% | +18.8% | -5.8% |
| 1Y | -1.7% | -14.2% | +12.5% | -1.6% |
| 3Y | +64.7% | +127.3% | -62.6% | +53.5% |
| 5Y | +41.1% | +241.8% | -200.7% | +27.6% |
| All | +136.0% | +431.6% | -295.6% | +126.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded AGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling